-23.0%
IDXX vs SPXU
-86.1%
+63.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -1.3% |
| 7D | -5.7% | +2.5% | -8.2% | -4.8% |
| 30D | -11.5% | +4.2% | -15.7% | -10.0% |
| 3M | -9.5% | -9.3% | -0.3% | -12.4% |
| 6M | -16.0% | -30.7% | +14.7% | -26.0% |
| YTD | -25.4% | -28.1% | +2.7% | -32.9% |
| 1Y | -21.8% | -35.2% | +13.5% | -31.9% |
| 3Y | +7.0% | -79.9% | +87.0% | -35.5% |
| All | -23.0% | -86.1% | +63.2% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPXU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling